Batterymarch Announces 130/30 US Large Cap Equity Investment Strategy

    BOSTON, June 6 /CNW/ -- Batterymarch Financial Management, Inc., a
leading institutional equity manager, today announced that it has completed
the launch of its new 130/30 US Large Capitalization Equity strategy. The
product uses limited shorting to enhance the potential for higher
risk-adjusted returns.
    Managed by a dedicated investment team with nearly 10 years of long/short
experience, Batterymarch's proprietary 130/30 strategy uses efficient
quantitative techniques to model the investment disciplines of experienced
fundamental investors. The firm's rigorous security analysis-the cornerstone
of its core US Large Cap product since 1991-allows its investment
professionals to analyze 3,000 liquid stocks daily using consistent, objective
    "As a quantitative investment manager, Batterymarch is particularly well
suited to manage a 130/30 strategy," said William Elcock, the firm's CEO and
Senior Portfolio Manager. "Our stock-ranking model is designed to identify not
only stocks that are likely to appreciate, but also those that are likely to
decline. The result is that investors can benefit from opportunities on both
the long and short sides of the portfolio with lower short-side risk than in
market neutral strategies."
    Like all Batterymarch investment products, the firm's 130/30 strategy
incorporates multiple risk control measures and cost-efficient trading. In
addition, the investment team has extensive experience working with prime
brokers to execute short-side trades.
    "Batterymarch's 130/30 product is an attractive solution for investors
who are seeking new sources of alpha," Mr. Elcock said. "This strategy offers
the opportunity to capitalize on more information than possible with
traditional, long-only approaches, within a familiar asset class and a
risk-controlled portfolio structure."

    Batterymarch, a wholly owned, independently operated subsidiary of Legg
Mason, Inc. (NYSE:   LM), manages US, international, emerging markets, global
and hedged equity assets for institutional investors and subadvisory clients.
One of the pioneers of quantitative investing, Batterymarch is an SEC-
registered investment advisor and the sole quantitative manager among Legg
Mason's subsidiaries. As of March 31, 2007, Batterymarch has $27.5 billion in
total assets under management, representing 222 accounts for 181 clients based
in North America, Europe and Asia. For more information, visit

For further information:

For further information: Maria Rosati of Legg Mason, Inc., 
+1-212-559-7171 Web Site:

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